MRK vs. WFC
MRK (Merck & Co., Inc.) and WFC (Wells Fargo & Company) are both stocks. MRK operates in Drug Manufacturers - General (Healthcare), while WFC operates in Banks - Diversified (Financial Services). Over the past 10 years, MRK returned 11.61%/yr vs 8.26%/yr for WFC. At a 0.27 correlation, their price movements are largely independent.
Performance
MRK vs. WFC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MRK achieves a 14.39% return, which is significantly higher than WFC's -12.21% return. Over the past 10 years, MRK has outperformed WFC with an annualized return of 11.61%, while WFC has yielded a comparatively lower 8.26% annualized return.
MRK
- 1D
- -1.05%
- 1M
- 7.31%
- YTD
- 14.39%
- 6M
- 22.75%
- 1Y
- 56.85%
- 3Y*
- 5.78%
- 5Y*
- 13.57%
- 10Y*
- 11.61%
WFC
- 1D
- -1.20%
- 1M
- 7.03%
- YTD
- -12.21%
- 6M
- -9.15%
- 1Y
- 8.39%
- 3Y*
- 27.47%
- 5Y*
- 14.74%
- 10Y*
- 8.26%
MRK vs. WFC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 14.39% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
WFC Wells Fargo & Company | -12.21% | 35.57% | 46.48% | 22.94% | -11.92% | 61.15% | -41.65% | 21.44% | -21.83% | 13.21% |
Correlation
The correlation between MRK and WFC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 1978 | 0.27 |
The correlation between MRK and WFC shifts across timeframes, from 0.09 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
MRK:
$295.45B
WFC:
$260.48B
MRK:
$3.58
WFC:
$6.73
MRK:
33.34
WFC:
12.03
MRK:
0.03
WFC:
1.04
MRK:
4.54
WFC:
2.08
MRK:
6.44
WFC:
1.60
MRK:
$65.59B
WFC:
$125.70B
MRK:
$49.79B
WFC:
$81.14B
MRK:
$22.69B
WFC:
$31.58B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MRK vs. WFC — Risk / Return Rank
MRK
WFC
MRK vs. WFC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Merck & Co., Inc. (MRK) and Wells Fargo & Company (WFC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MRK | WFC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.08 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 5.03 | 0.37 | +4.66 |
| Martin ratioReturn relative to average drawdown | 12.59 | 0.84 | +11.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MRK | WFC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 0.32 | +1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.49 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.26 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.33 | +0.15 |
Drawdowns
MRK vs. WFC - Drawdown Comparison
The maximum MRK drawdown since its inception was -68.61%, smaller than the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for MRK and WFC.
Loading charts...
Drawdown Indicators
| MRK | WFC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -79.01% | +10.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -23.02% | +11.65% |
Max Drawdown (3Y)Largest decline over 3 years | -43.44% | -24.73% | -18.71% |
Max Drawdown (5Y)Largest decline over 5 years | -43.44% | -37.10% | -6.34% |
Max Drawdown (10Y)Largest decline over 10 years | -43.44% | -64.46% | +21.02% |
Current DrawdownCurrent decline from peak | -4.65% | -15.11% | +10.46% |
Average DrawdownAverage peak-to-trough decline | -18.84% | -15.35% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 10.06% | -5.53% |
Volatility
MRK vs. WFC - Volatility Comparison
Merck & Co., Inc. (MRK) has a higher volatility of 9.44% compared to Wells Fargo & Company (WFC) at 8.57%. This indicates that MRK's price experiences larger fluctuations and is considered to be riskier than WFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MRK | WFC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.44% | 8.57% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 18.14% | 19.98% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.30% | 26.77% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.71% | 30.25% | -6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 32.30% | -9.34% |
Dividends
MRK vs. WFC - Dividend Comparison
MRK's dividend yield for the trailing twelve months is around 2.78%, more than WFC's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.78% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
WFC Wells Fargo & Company | 2.22% | 1.82% | 2.14% | 2.64% | 2.66% | 1.25% | 4.04% | 3.57% | 3.56% | 2.54% | 2.75% | 2.71% |
Financials
MRK vs. WFC - Financials Comparison
This section allows you to compare key financial metrics between Merck & Co., Inc. and Wells Fargo & Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
MRK vs. WFC - Profitability Comparison
MRK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a gross profit of 13.34B and revenue of 16.29B. Therefore, the gross margin over that period was 81.9%.
WFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a gross profit of 20.31B and revenue of 31.80B. Therefore, the gross margin over that period was 63.9%.
MRK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported an operating income of -1.88B and revenue of 16.29B, resulting in an operating margin of -11.6%.
WFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported an operating income of 5.85B and revenue of 31.80B, resulting in an operating margin of 18.4%.
MRK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Merck & Co., Inc. reported a net income of -4.24B and revenue of 16.29B, resulting in a net margin of -26.0%.
WFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a net income of 5.29B and revenue of 31.80B, resulting in a net margin of 16.6%.
Frequently Asked Questions
MRK and WFC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MRK has higher volatility (9.44%) compared to WFC (8.57%). In terms of maximum drawdown, MRK dropped -68.61% vs WFC's -79.01%.
MRK currently has the higher Sharpe Ratio (2.10 vs 0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for MRK and WFC
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer